+79.8%
OXY vs SITM
+4,437.5%
-4,357.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +0.6% | +3.7% | -3.1% | +0.1% |
| 30D | +4.5% | -14.5% | +19.0% | +6.3% |
| 3M | +8.9% | -10.6% | +19.5% | +8.6% |
| 6M | +12.5% | +65.5% | -53.1% | +1.0% |
| YTD | +50.5% | +67.0% | -16.5% | +33.5% |
| 1Y | +38.6% | +138.6% | -100.0% | +14.7% |
| 3Y | -1.2% | +421.8% | -423.1% | -33.4% |
| 5Y | +161.6% | +172.4% | -10.8% | +77.4% |
| All | +79.8% | +4,437.5% | -4,357.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling